Wave propagation in viscoelastic composite materials with long-memory effects

2020 ◽  
Author(s):  
Hilal Reda ◽  
Kawthar Zaydana ◽  
Najib Ghayth ◽  
Mohammad Hammoud ◽  
Jean-François Ganghoffer ◽  
...  
Keyword(s):  
Wave Propagation ◽  
Composite Materials ◽  
Long Memory ◽  
Memory Effects ◽  
Viscoelastic Composite

Wave propagation in composite materials with fibre waviness

Ultrasonics ◽  
1995 ◽  
Vol 33 (1) ◽  
pp. 3-10 ◽  
Author(s):  
Shi-Chang Wooh ◽  
Isaac M. Daniel
Keyword(s):  
Wave Propagation ◽  
Composite Materials

scholarly journals Searching for long memory effects in time series of central Europe stock market indices

2008 ◽  
Vol 56 (3) ◽  
pp. 187-200
Author(s):  
Luboš Střelec
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Central Europe ◽  
Long Memory ◽  
Hurst Exponent ◽  
Financial Time Series ◽  
Memory Effects ◽  
Stock Index ◽  
Source Data ◽  
Independent Process

This article deals with one of the important parts of applying chaos theory to financial and capital markets – namely searching for long memory effects in time series of financial instruments. Source data are daily closing prices of Central Europe stock market indices – Bratislava stock index (SAX), Budapest stock index (BUX), Prague stock index (PX) and Vienna stock index (ATX) – in the period from January 1998 to September 2007. For analysed data R/S analysis is used to calculate the Hurst exponent. On the basis of the Hurst exponent is characterized formation and behaviour of analysed financial time series. Computed Hurst exponent is also statistical compared with his expected value signalling independent process. It is also operated with 5-day returns (i.e. weekly returns) for the purposes of comparison and identification nonperiodic cycles.

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